[R-SIG-Finance] nonstandard date time format?

[Gabor Grothendieck]

The first will require at least a minimum of processing but
the others can be done directly to create variables of chron class
c("dates", "times"), zoo class "yearmon" and class "Date"
respectively.  From those its easy to convert to other
classes:

> library(chron)
> chron(" 40100    103.0900", format = "dmy")
[1] 040100

> library(zoo)
> as.yearmon("1947 10    254.4", "%Y %m")
[1] "Oct 1947"

> as.Date("1948 01 01   3.4", "%Y %m %d")
[1] "1948-01-01"

There is an article on dates in R News 4/1 with a helpful
table at the end.  zoo comes with two vignettes.


On Nov 10, 2007 1:23 PM, Spencer Graves <spencer.graves at pdf.com> wrote:
> Hi, All:
>
>      What functions exist for processing dates and times beyond, e.g.,
> strptime?  I can process the following examples using substr, paste,
> strptime, etc., but I wonder if more elegant ways exist:
>
>      * "    90110134228     18800    105.3750    105.5000    105.3750"
> records 4 numbers collected at 34228 seconds (9:30:28 AM) into 1
> November 1990.
>
>      * " 40100    103.0900" is interpreted as a quantity of 103.9 on 4
> January 2000.
>
>      * "1947 10    254.4" is 254.4 for October 1947.
>
>      * "1948 01 01   3.4" is 3.4 for 1 Jan. 1948
>
>      This is part of a soon-to-be released "FinTS" package companion to
> Ruey Tsay (2005) Analysis of Financial Time Series (Wiley).  Since this
> is a teaching tool, I'd like to use the best approach available.
> Otherwise, I'd just code something and move on to the next task.
>
>      Thanks,
>      Spencer Graves
> p.s.  Anyone interested in this can obtain the current pre-release
> version via
> install.packages("FinTS",repos="http://r-forge.r-project.org").
>
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